Conway-Maxwell-Poisson Distribution

[Bob_Carpenter]

@MilaniC

if (nu == positive_infinity()) return bernoulli_lpmf(y | mu / (1 + mu));

When parameters hit positive infinity, the gradients and HMC/optimization break down. If you really need this case, you can just use the Bernoulli.

[MilaniC]

OK, thanks for that. And I found no success in tweaking the while loop either.